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Adjust oven racks to upper-middle and lower-middle positions, and preheat oven to 400°F (205 °C). Line 3 rimmed baking sheets with aluminum foil. Arrange bacon halves in a single layer on 2 prepared baking sheets. Bake both sheets at same time until edges begin to curl and fat begins to render, 8 to 10 minutes, rotating sheets halfway through baking. Let cool on baking sheet until cool enough to handle, about 5 minutes.
While bacon cooks, use a paring knife to cut a slit lengthwise in each date to create an opening, taking care not to cut all the way through.
Stuff each date with about ¾ teaspoon blue cheese; press lightly to pack in, then pinch to close.
Wrap 1 cooled bacon half around each stuffed date. Secure with toothpick, if needed, and arrange seam-side down on the remaining prepared baking sheet.
Bake on lower-middle rack until bacon is browned and crisp, 12 to 14 minutes, rotating baking sheet halfway through. Let stand 5 minutes before serving.